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[--[65.84.65.76]--]
GNFC
Guj Nar Val Fer & Chem L

555.55 -5.49 (-0.98%)

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Historical option data for GNFC

21 Nov 2024 04:12 PM IST
GNFC 28NOV2024 500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 555.55 49.5 0.00 0.00 0 0 0
20 Nov 561.05 49.5 0.00 0.00 0 0 0
19 Nov 561.05 49.5 0.00 0.00 0 0 0
18 Nov 558.50 49.5 0.00 0.00 0 0 0
14 Nov 554.20 49.5 0.00 0.00 2 0 0
13 Nov 545.00 49.5 -141.60 - 2 1 1
12 Nov 589.20 191.1 0.00 - 0 0 0
11 Nov 606.55 191.1 0.00 - 0 0 0
8 Nov 618.65 191.1 0.00 - 0 0 0
7 Nov 637.40 191.1 0.00 - 0 0 0
6 Nov 627.30 191.1 0.00 - 0 0 0
5 Nov 614.05 191.1 0.00 - 0 0 0
4 Nov 607.65 191.1 - 0 0 0


For Guj Nar Val Fer & Chem L - strike price 500 expiring on 28NOV2024

Delta for 500 CE is 0.00

Historical price for 500 CE is as follows

On 21 Nov GNFC was trading at 555.55. The strike last trading price was 49.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Nov GNFC was trading at 561.05. The strike last trading price was 49.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Nov GNFC was trading at 561.05. The strike last trading price was 49.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov GNFC was trading at 558.50. The strike last trading price was 49.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov GNFC was trading at 554.20. The strike last trading price was 49.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov GNFC was trading at 545.00. The strike last trading price was 49.5, which was -141.60 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 12 Nov GNFC was trading at 589.20. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov GNFC was trading at 606.55. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov GNFC was trading at 618.65. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov GNFC was trading at 637.40. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov GNFC was trading at 627.30. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov GNFC was trading at 614.05. The strike last trading price was 191.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov GNFC was trading at 607.65. The strike last trading price was 191.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


GNFC 28NOV2024 500 PE
Delta: -0.03
Vega: 0.05
Theta: -0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 555.55 0.4 0.05 43.01 1 0 237
20 Nov 561.05 0.35 0.00 38.89 20 -20 238
19 Nov 561.05 0.35 -0.20 38.89 20 -19 238
18 Nov 558.50 0.55 -0.10 39.69 33 -30 260
14 Nov 554.20 0.65 -3.30 32.02 158 -157 291
13 Nov 545.00 3.95 2.95 46.43 2,826 363 437
12 Nov 589.20 1 0.30 46.60 50 19 73
11 Nov 606.55 0.7 0.45 49.18 55 -1 54
8 Nov 618.65 0.25 0.05 42.06 13 2 55
7 Nov 637.40 0.2 -0.15 44.48 8 -2 53
6 Nov 627.30 0.35 -0.45 44.69 13 2 56
5 Nov 614.05 0.8 -0.05 45.65 74 22 54
4 Nov 607.65 0.85 43.51 74 31 31


For Guj Nar Val Fer & Chem L - strike price 500 expiring on 28NOV2024

Delta for 500 PE is -0.03

Historical price for 500 PE is as follows

On 21 Nov GNFC was trading at 555.55. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 43.01, the open interest changed by 0 which decreased total open position to 237


On 20 Nov GNFC was trading at 561.05. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 38.89, the open interest changed by -20 which decreased total open position to 238


On 19 Nov GNFC was trading at 561.05. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 38.89, the open interest changed by -19 which decreased total open position to 238


On 18 Nov GNFC was trading at 558.50. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 39.69, the open interest changed by -30 which decreased total open position to 260


On 14 Nov GNFC was trading at 554.20. The strike last trading price was 0.65, which was -3.30 lower than the previous day. The implied volatity was 32.02, the open interest changed by -157 which decreased total open position to 291


On 13 Nov GNFC was trading at 545.00. The strike last trading price was 3.95, which was 2.95 higher than the previous day. The implied volatity was 46.43, the open interest changed by 363 which increased total open position to 437


On 12 Nov GNFC was trading at 589.20. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 46.60, the open interest changed by 19 which increased total open position to 73


On 11 Nov GNFC was trading at 606.55. The strike last trading price was 0.7, which was 0.45 higher than the previous day. The implied volatity was 49.18, the open interest changed by -1 which decreased total open position to 54


On 8 Nov GNFC was trading at 618.65. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 42.06, the open interest changed by 2 which increased total open position to 55


On 7 Nov GNFC was trading at 637.40. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 44.48, the open interest changed by -2 which decreased total open position to 53


On 6 Nov GNFC was trading at 627.30. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 44.69, the open interest changed by 2 which increased total open position to 56


On 5 Nov GNFC was trading at 614.05. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 45.65, the open interest changed by 22 which increased total open position to 54


On 4 Nov GNFC was trading at 607.65. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 43.51, the open interest changed by 31 which increased total open position to 31